WDFE.L vs. IDPE.L
WDFE.L (Invesco S&P World Financials ESG UCITS ETF Acc) and IDPE.L (iShares Listed Private Equity UCITS ETF USD (Dist)) are both Financials Equities funds - WDFE.L tracks the S&P World ESG Enhanced Financials Index while IDPE.L tracks the S&P LISTED PRIVATE EQUITY INDEX (NET) (USD). Both are passively managed. Over the past 3 years, WDFE.L returned 24.29%/yr vs 9.31%/yr for IDPE.L. A 0.79 correlation means they provide meaningful diversification when combined. WDFE.L charges 0.18%/yr vs 0.75%/yr for IDPE.L.
Performance
WDFE.L vs. IDPE.L - Performance Comparison
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Returns By Period
In the year-to-date period, WDFE.L achieves a 9.52% return, which is significantly higher than IDPE.L's -11.15% return.
WDFE.L
- 1D
- 0.34%
- 1M
- 4.58%
- 6M
- 9.34%
- YTD
- 9.52%
- 1Y
- 21.08%
- 3Y*
- 24.29%
- 5Y*
- —
- 10Y*
- —
IDPE.L
- 1D
- -0.16%
- 1M
- 0.45%
- 6M
- -13.72%
- YTD
- -11.15%
- 1Y
- -16.47%
- 3Y*
- 9.31%
- 5Y*
- 4.52%
- 10Y*
- 10.81%
WDFE.L vs. IDPE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WDFE.L Invesco S&P World Financials ESG UCITS ETF Acc | 9.52% | 27.03% | 25.78% | 17.26% |
IDPE.L iShares Listed Private Equity UCITS ETF USD (Dist) | -11.15% | 1.30% | 23.80% | 34.06% |
Correlation
The correlation between WDFE.L and IDPE.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 12, 2023 | 0.79 |
The correlation between WDFE.L and IDPE.L has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.
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Return for Risk
WDFE.L vs. IDPE.L — Risk / Return Rank
WDFE.L
IDPE.L
WDFE.L vs. IDPE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) and iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WDFE.L | IDPE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +3.37 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.88 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | -0.66 | +2.80 |
| Martin ratioReturn relative to average drawdown | 7.25 | -1.18 | +8.43 |
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Drawdowns
WDFE.L vs. IDPE.L - Drawdown Comparison
The maximum WDFE.L drawdown since its inception was -16.10%, smaller than the maximum IDPE.L drawdown of -82.58%. Use the drawdown chart below to compare losses from any high point for WDFE.L and IDPE.L.
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Drawdown Indicators
| WDFE.L | IDPE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.10% | -82.58% | +66.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -24.69% | +14.43% |
Max Drawdown (3Y)Largest decline over 3 years | -16.10% | -25.17% | +9.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.36% | — |
Current DrawdownCurrent decline from peak | 0.00% | -17.65% | +17.65% |
Average DrawdownAverage peak-to-trough decline | -2.11% | -20.32% | +18.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 13.88% | -10.85% |
Volatility
WDFE.L vs. IDPE.L - Volatility Comparison
The current volatility for Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) is 3.84%, while iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L) has a volatility of 5.39%. This indicates that WDFE.L experiences smaller price fluctuations and is considered to be less risky than IDPE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDFE.L | IDPE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 5.39% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 16.87% | -5.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.81% | 20.82% | -7.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.25% | 22.36% | -7.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.25% | 22.11% | -6.86% |
WDFE.L vs. IDPE.L - Expense Ratio Comparison
WDFE.L has a 0.18% expense ratio, which is lower than IDPE.L's 0.75% expense ratio.
Dividends
WDFE.L vs. IDPE.L - Dividend Comparison
WDFE.L has not paid dividends to shareholders, while IDPE.L's dividend yield for the trailing twelve months is around 3.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDPE.L iShares Listed Private Equity UCITS ETF USD (Dist) | 3.82% | 2.96% | 3.03% | 3.35% | 4.36% | 2.54% | 3.56% | 3.25% | 5.05% | 4.96% | 4.33% | 5.53% |
WDFE.L Invesco S&P World Financials ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WDFE.L and IDPE.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WDFE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDFE.L is cheaper with a 0.18% expense ratio, compared with 0.75% for IDPE.L.
WDFE.L tracks S&P World ESG Enhanced Financials Index, while IDPE.L tracks S&P LISTED PRIVATE EQUITY INDEX (NET) (USD). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.18% for WDFE.L and 0.75% for IDPE.L.
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